#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL;
namespace Cephei.QL.Instruments
{
    /// <summary> 
	/// ! \warning This class does not manage seasoned variance swaps.  \ingroup instruments
	/// </summary>
    [Guid ("82B206D2-2B53-4980-8159-DD383041621B"),ComVisible(true)]
	public interface IVarianceSwap : Cephei.QL.IInstrument
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Boolean IsExpired {get;}
        /// <summary> 
		/// 
		/// </summary>
		 DateTime MaturityDate {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Notional {get;}
        /// <summary> 
		/// 
		/// </summary>
		 QL.Position.TypeEnum Position {get;}
        /// <summary> 
		/// 
		/// </summary>
		 DateTime StartDate {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Strike {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Variance {get;}
    }   

    /// <summary> 
	/// ! \warning This class does not manage seasoned variance swaps.  \ingroup instruments Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IVarianceSwap_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IVarianceSwap Create (QL.Position.TypeEnum position, Double strike, Double notional, DateTime startDate, DateTime maturityDate, Cephei.QL.IPricingEngine QL_Pricer);
    }
}

